+3,981.9%
PG vs BBWI
+999.2%
+2,982.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -0.1% | -6.2% | +6.1% | +0.4% |
| 3M | +1.1% | +4.3% | -3.3% | +0.2% |
| 6M | -3.8% | -7.2% | +3.4% | -3.8% |
| YTD | +3.8% | -3.0% | +6.9% | +3.0% |
| 1Y | -5.8% | -30.8% | +25.0% | -3.6% |
| 3Y | +3.0% | -43.4% | +46.4% | +4.8% |
| 5Y | +14.5% | -66.7% | +81.2% | +20.9% |
| 10Y | +117.8% | -55.7% | +173.4% | +101.0% |
| All | +3,981.9% | +999.2% | +2,982.7% | +1,558.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling